NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
95.25 |
96.72 |
1.47 |
1.5% |
94.10 |
High |
97.18 |
97.25 |
0.07 |
0.1% |
97.27 |
Low |
95.25 |
95.94 |
0.69 |
0.7% |
93.54 |
Close |
96.96 |
96.88 |
-0.08 |
-0.1% |
96.22 |
Range |
1.93 |
1.31 |
-0.62 |
-32.1% |
3.73 |
ATR |
1.48 |
1.47 |
-0.01 |
-0.8% |
0.00 |
Volume |
69,055 |
72,385 |
3,330 |
4.8% |
293,226 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.62 |
100.06 |
97.60 |
|
R3 |
99.31 |
98.75 |
97.24 |
|
R2 |
98.00 |
98.00 |
97.12 |
|
R1 |
97.44 |
97.44 |
97.00 |
97.72 |
PP |
96.69 |
96.69 |
96.69 |
96.83 |
S1 |
96.13 |
96.13 |
96.76 |
96.41 |
S2 |
95.38 |
95.38 |
96.64 |
|
S3 |
94.07 |
94.82 |
96.52 |
|
S4 |
92.76 |
93.51 |
96.16 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.87 |
105.27 |
98.27 |
|
R3 |
103.14 |
101.54 |
97.25 |
|
R2 |
99.41 |
99.41 |
96.90 |
|
R1 |
97.81 |
97.81 |
96.56 |
98.61 |
PP |
95.68 |
95.68 |
95.68 |
96.08 |
S1 |
94.08 |
94.08 |
95.88 |
94.88 |
S2 |
91.95 |
91.95 |
95.54 |
|
S3 |
88.22 |
90.35 |
95.19 |
|
S4 |
84.49 |
86.62 |
94.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.27 |
94.92 |
2.35 |
2.4% |
1.53 |
1.6% |
83% |
False |
False |
82,348 |
10 |
97.27 |
92.47 |
4.80 |
5.0% |
1.53 |
1.6% |
92% |
False |
False |
66,187 |
20 |
99.29 |
91.48 |
7.81 |
8.1% |
1.55 |
1.6% |
69% |
False |
False |
53,897 |
40 |
100.33 |
91.48 |
8.85 |
9.1% |
1.32 |
1.4% |
61% |
False |
False |
38,804 |
60 |
100.33 |
91.48 |
8.85 |
9.1% |
1.32 |
1.4% |
61% |
False |
False |
31,863 |
80 |
101.00 |
91.48 |
9.52 |
9.8% |
1.30 |
1.3% |
57% |
False |
False |
27,125 |
100 |
101.62 |
91.48 |
10.14 |
10.5% |
1.29 |
1.3% |
53% |
False |
False |
22,893 |
120 |
103.06 |
91.48 |
11.58 |
12.0% |
1.24 |
1.3% |
47% |
False |
False |
19,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.82 |
2.618 |
100.68 |
1.618 |
99.37 |
1.000 |
98.56 |
0.618 |
98.06 |
HIGH |
97.25 |
0.618 |
96.75 |
0.500 |
96.60 |
0.382 |
96.44 |
LOW |
95.94 |
0.618 |
95.13 |
1.000 |
94.63 |
1.618 |
93.82 |
2.618 |
92.51 |
4.250 |
90.37 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
96.79 |
96.62 |
PP |
96.69 |
96.35 |
S1 |
96.60 |
96.09 |
|